Investment structures include fixed income securities, such as treasury notes, and non-fixed income investments such as indices, futures, and options. The fixed income securities provide for a reliable return and hence low risk. Non-fixed income investments carry greater risk of loss but also can produce substantially greater returns than fixed income securities. Investors sometimes desire greater returns than a fixed income security provides without the full risk involved with non-fixed income investments.
Accordingly, a need exists for an investment structure that combines the low risk of fixed income securities with the potential for greater returns with non-fixed income investments.